Hi all!
I know there are numerous posts regarding pivot point indicators, butI cant find exactly what Im looking for.
I want to backtest strategies on the European indices (FTSE, DAX) using pivot points. The PRT pivot point indicator is great, but I want pivot lines plotted on the historical data so I can backtest without have to be manually plotting lines for every day.
So here is my problem: As I only use data from the cash hours (8:00 to 16:30) to calculate pivot data, how do I get the values for the high,low and close for the previous day for those hours?
Thanks in advance,
Aidan.
You can easily get the OHLC of custom hours trading sessions by using this code snippet: https://www.prorealcode.com/topic/customized-trading-session/#post-99680